normalp (version 0.7.2.1)

summary.lmp: Summarize linear model fits with exponential power distribution errors

Description

This function is the summary method for class "lmp". This function produces a set of results for a linear regression model. By assuming that in a linear regression model the errors are distributed as an exponential power distribution, we can use the function lmp.

Usage

# S3 method for lmp
summary(object, ...)
# S3 method for summary.lmp
print(x, ...)

Value

The function summary returns a list of summary statistics of the fitted linear model given in lmp, using the components (list elements) call and terms

from its argument, plus

Call

The matched call.

Residuals

A summary of the vector of residuals $e_i$.

Coefficients

Vector of coefficients.

Estimate of p

An estimate of the shape parameter $p$.

Power deviation of order p

The power deviation of order $p$ given by $$S_p={\left[\frac{\sum e_i^p}{n-q}\right]}^{\frac{1}{p}}$$ where $q$ is either the number of the estimated regression coefficients if $p$ is known, either the number of the estimated regression coefficients plus 1 if $p$ is estimated.

Arguments

object

An object of class "lmp", a result of a call to lmp.

x

An object of class "summary.lmp".

...

Further arguments passed to or from other methods.

Author

Angelo M. Mineo

Examples

x<-runif(30)
e<-rnormp(30,0,3,1.25)
y<-0.5+x+e
L<-lmp(y~x)
summary(L)